arXiv:2609. 28522v1 Announce Type: cross Abstract: Modern conformal forecasting systems often maintain several adaptive pipelines that differ in base forecasters, conformity scores, calibration windows, and update rules.
arXiv:2508. 13362v2 Announce Type: replace Abstract: Conformal prediction (CP) is well-suited for uncertainty quantification in time series forecasting due to its distribution-free coverage guarantees.
arXiv:2607. 26577v1 Announce Type: new Abstract: Adaptive conformal inference (ACI) of Gibbs and Cand{\`e}s and its variants are the standard approach to online conformal prediction under distribution shift, but they suffer from three fundamental limitations.
arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.
The paper introduces a score‑calibrated robustness framework that transforms any fixed point predictor into a decision‑relevant uncertainty representation using distribution‑free conformal calibration. By employing the conformal score as the core unit of robustness, the authors derive both reliability‑based robust optimization and target‑oriented Conformal Robust Satisficing formulations, linking them through a shared robust decision frontier and a fragility measure. Experiments on synthetic data and a real online‑grocery inventory case study demonstrate the framework’s ability to improve reliability, reduce costs, and provide interpretable uncertainty scales for black‑box predictors.
arXiv:2508.10336v3 Announce Type: replace-cross Abstract: In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of Gibbs and Cand\`es (2021). For any given poi...
arXiv:2607. 02206v1 Announce Type: cross Abstract: Predictions are increasingly used to guide high-stakes decisions, from treatment selection to policy making.
arXiv:2606. 31915v1 Announce Type: cross Abstract: While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost.
Rolling Conformal Prediction (rolling‑CP) is a distribution‑free predictive inference method designed for sequential model training. It calibrates each incoming observation against the current predictor and incorporates it into future training, eliminating the need for data splitting. For exchangeable data, rolling‑CP guarantees marginal coverage with a universal factor‑two bound, and for i.i.d. streams it provides high‑probability training‑conditional validity over time, improving to the target level under stability conditions.
arXiv:2602. 01733v3 Announce Type: replace-cross Abstract: Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees.
arXiv:2402. 07407v3 Announce Type: replace-cross Abstract: We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.
arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.
arXiv:2606. 00419v1 Announce Type: cross Abstract: Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.